+191.2%
MKSI vs ILMN
+29.9%
+161.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | +4.9% | -9.2% | +14.1% | +9.3% |
| 30D | -11.0% | +4.4% | -15.3% | -13.2% |
| 3M | -17.1% | +23.9% | -41.0% | -25.8% |
| 6M | +16.4% | +64.5% | -48.1% | -9.6% |
| YTD | +64.3% | +53.5% | +10.8% | +30.4% |
| 1Y | +137.7% | +110.8% | +27.0% | +56.9% |
| All | +191.2% | +29.9% | +161.3% | +121.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling